Can a Risk-Based Factor Generate Momentum? Article

Kang, Qiang, Li, Canlin. (2007). Can a Risk-Based Factor Generate Momentum? .

cited authors

  • Kang, Qiang; Li, Canlin

authors

publication date

  • March 1, 2007

keywords

  • Momentum
  • factor-related component
  • firm-specific component
  • stock compositions